Trading Metrics calculated at close of trading on 25-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
5,540.0 |
5,532.0 |
-8.0 |
-0.1% |
5,500.0 |
High |
5,547.0 |
5,538.0 |
-9.0 |
-0.2% |
5,554.0 |
Low |
5,526.0 |
5,517.0 |
-9.0 |
-0.2% |
5,481.0 |
Close |
5,532.0 |
5,530.0 |
-2.0 |
0.0% |
5,530.0 |
Range |
21.0 |
21.0 |
0.0 |
0.0% |
73.0 |
ATR |
42.2 |
40.7 |
-1.5 |
-3.6% |
0.0 |
Volume |
17,028 |
19,462 |
2,434 |
14.3% |
100,109 |
|
Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,591.3 |
5,581.7 |
5,541.6 |
|
R3 |
5,570.3 |
5,560.7 |
5,535.8 |
|
R2 |
5,549.3 |
5,549.3 |
5,533.9 |
|
R1 |
5,539.7 |
5,539.7 |
5,531.9 |
5,534.0 |
PP |
5,528.3 |
5,528.3 |
5,528.3 |
5,525.5 |
S1 |
5,518.7 |
5,518.7 |
5,528.1 |
5,513.0 |
S2 |
5,507.3 |
5,507.3 |
5,526.2 |
|
S3 |
5,486.3 |
5,497.7 |
5,524.2 |
|
S4 |
5,465.3 |
5,476.7 |
5,518.5 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,740.7 |
5,708.3 |
5,570.2 |
|
R3 |
5,667.7 |
5,635.3 |
5,550.1 |
|
R2 |
5,594.7 |
5,594.7 |
5,543.4 |
|
R1 |
5,562.3 |
5,562.3 |
5,536.7 |
5,578.5 |
PP |
5,521.7 |
5,521.7 |
5,521.7 |
5,529.8 |
S1 |
5,489.3 |
5,489.3 |
5,523.3 |
5,505.5 |
S2 |
5,448.7 |
5,448.7 |
5,516.6 |
|
S3 |
5,375.7 |
5,416.3 |
5,509.9 |
|
S4 |
5,302.7 |
5,343.3 |
5,489.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,554.0 |
5,481.0 |
73.0 |
1.3% |
24.4 |
0.4% |
67% |
False |
False |
20,021 |
10 |
5,554.0 |
5,434.0 |
120.0 |
2.2% |
32.3 |
0.6% |
80% |
False |
False |
20,416 |
20 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
38.7 |
0.7% |
89% |
False |
False |
22,646 |
40 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
37.4 |
0.7% |
89% |
False |
False |
23,098 |
60 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
29.8 |
0.5% |
89% |
False |
False |
15,414 |
80 |
5,554.0 |
5,328.0 |
226.0 |
4.1% |
23.7 |
0.4% |
89% |
False |
False |
11,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,627.3 |
2.618 |
5,593.0 |
1.618 |
5,572.0 |
1.000 |
5,559.0 |
0.618 |
5,551.0 |
HIGH |
5,538.0 |
0.618 |
5,530.0 |
0.500 |
5,527.5 |
0.382 |
5,525.0 |
LOW |
5,517.0 |
0.618 |
5,504.0 |
1.000 |
5,496.0 |
1.618 |
5,483.0 |
2.618 |
5,462.0 |
4.250 |
5,427.8 |
|
|
Fisher Pivots for day following 25-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,529.2 |
5,533.5 |
PP |
5,528.3 |
5,532.3 |
S1 |
5,527.5 |
5,531.2 |
|